The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 461 3,400 SH   SOLE   3,400 0 0
ABBOTT LABS COM 002824100 416 10,800 SH   SOLE   10,800 0 0
ABBVIE INC COM 00287Y109 622 12,100 SH   SOLE   12,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 287 3,600 SH   SOLE   3,600 0 0
ACE LTD SHS H0023R105 307 3,100 SH   SOLE   3,100 0 0
ADOBE SYS INC COM 00724F101 252 3,840 SH   SOLE   3,840 0 0
AES CORP COM 00130H105 177 12,400 SH   SOLE   12,400 0 0
AETNA INC NEW COM 00817Y108 157 2,100 SH   SOLE   2,100 0 0
AFLAC INC COM 001055102 120 1,900 SH   SOLE   1,900 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 341 6,100 SH   SOLE   6,100 0 0
AGRIUM INC COM 008916108 2,223 22,800 SH   DFND 1 22,800 0 0
AIR PRODS & CHEMS INC COM 009158106 274 2,300 SH   SOLE   2,300 0 0
ALCOA INC COM 013817101 162 12,580 SH   SOLE   12,580 0 0
ALLERGAN INC COM 018490102 285 2,300 SH   SOLE   2,300 0 0
ALLSTATE CORP COM 020002101 238 4,200 SH   SOLE   4,200 0 0
ALTERA CORP COM 021441100 145 4,000 SH   SOLE   4,000 0 0
ALTRIA GROUP INC COM 02209S103 7,793 208,200 SH   SOLE   208,200 0 0
AMAZON COM INC COM 023135106 828 2,460 SH   SOLE   2,460 0 0
AMAZON COM INC COM 023135106 4,221 12,550 SH   DFND 1 12,550 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,416 66,000 SH   DFND 1 66,000 0 0
AMERICAN ELEC PWR INC COM 025537101 8,060 159,100 SH   SOLE   159,100 0 0
AMERICAN EXPRESS CO COM 025816109 576 6,400 SH   SOLE   6,400 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 315 6,300 SH   SOLE   6,300 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,375 47,500 SH   DFND 1 47,500 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,906 64,000 SH   DFND 1 64,000 0 0
AMERIPRISE FINL INC COM 03076C106 467 4,240 SH   SOLE   4,240 0 0
AMGEN INC COM 031162100 543 4,400 SH   SOLE   4,400 0 0
ANADARKO PETE CORP COM 032511107 295 3,480 SH   SOLE   3,480 0 0
ANALOG DEVICES INC COM 032654105 260 4,900 SH   SOLE   4,900 0 0
ANTERO RES CORP COM 03674X106 1,252 20,000 SH   DFND 1 20,000 0 0
APACHE CORP COM 037411105 182 2,200 SH   SOLE   2,200 0 0
APPLE INC COM 037833100 2,331 4,342 SH   SOLE   4,342 0 0
APPLE INC COM 037833100 3,006 5,600 SH   DFND 1 5,600 0 0
APPLIED MATLS INC COM 038222105 194 9,500 SH   SOLE   9,500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 321 7,400 SH   SOLE   7,400 0 0
AT&T INC COM 00206R102 7,528 214,660 SH   SOLE   214,660 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 240 3,100 SH   SOLE   3,100 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,190 34,000 SH   SOLE   34,000 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,288 20,000 SH   DFND 1 20,000 0 0
AVON PRODS INC COM 054303102 51 3,500 SH   SOLE   3,500 0 0
BAKER HUGHES INC COM 057224107 225 3,461 SH   SOLE   3,461 0 0
BANK NEW YORK MELLON CORP COM 064058100 257 7,270 SH   SOLE   7,270 0 0
BANK OF AMERICA CORPORATION COM 060505104 1,037 60,300 SH   SOLE   60,300 0 0
BAXTER INTL INC COM 071813109 258 3,500 SH   SOLE   3,500 0 0
BAXTER INTL INC COM 071813109 2,391 32,500 SH   DFND 1 32,500 0 0
BB&T CORP COM 054937107 273 6,800 SH   SOLE   6,800 0 0
BED BATH & BEYOND INC COM 075896100 124 1,800 SH   SOLE   1,800 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 250 2,000 SH   SOLE   2,000 0 0
BEST BUY INC COM 086516101 88 3,350 SH   SOLE   3,350 0 0
BIOGEN IDEC INC COM 09062X103 398 1,300 SH   SOLE   1,300 0 0
BLACKROCK INC COM 09247X101 4,497 14,300 SH   DFND 1 14,300 0 0
BOEING CO COM 097023105 439 3,500 SH   SOLE   3,500 0 0
BOSTON SCIENTIFIC CORP COM 101137107 237 17,544 SH   SOLE   17,544 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 5,382 103,590 SH   SOLE   103,590 0 0
BROADCOM CORP CL A 111320107 126 4,000 SH   SOLE   4,000 0 0
CA INC COM 12673P105 183 5,918 SH   SOLE   5,918 0 0
CAMPBELL SOUP CO COM 134429109 85 1,900 SH   SOLE   1,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 147 1,900 SH   SOLE   1,900 0 0
CARDINAL HEALTH INC COM 14149Y108 146 2,090 SH   SOLE   2,090 0 0
CAREFUSION CORP COM 14170T101 197 4,895 SH   SOLE   4,895 0 0
CARNIVAL CORP PAIRED CTF 143658300 136 3,600 SH   SOLE   3,600 0 0
CATERPILLAR INC DEL COM 149123101 268 2,700 SH   SOLE   2,700 0 0
CBS CORP NEW CL B 124857202 303 4,902 SH   SOLE   4,902 0 0
CELGENE CORP COM 151020104 475 3,400 SH   SOLE   3,400 0 0
CENTENE CORP DEL COM 15135B101 2,179 35,000 SH   DFND 1 35,000 0 0
CENTURYLINK INC COM 156700106 157 4,792 SH   SOLE   4,792 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,840 42,000 SH   DFND 1 42,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 128 5,000 SH   SOLE   5,000 0 0
CHEVRON CORP NEW COM 166764100 1,015 8,536 SH   SOLE   8,536 0 0
CHUBB CORP COM 171232101 223 2,500 SH   SOLE   2,500 0 0
CHURCH & DWIGHT INC COM 171340102 1,312 19,000 SH   DFND 1 19,000 0 0
CIGNA CORPORATION COM 125509109 251 3,000 SH   SOLE   3,000 0 0
CISCO SYS INC COM 17275R102 507 22,640 SH   SOLE   22,640 0 0
CITIGROUP INC COM NEW 172967424 708 14,880 SH   SOLE   14,880 0 0
CITIGROUP INC COM NEW 172967424 5,046 106,000 SH   DFND 1 106,000 0 0
CME GROUP INC COM 12572Q105 159 2,150 SH   SOLE   2,150 0 0
COACH INC COM 189754104 94 1,900 SH   SOLE   1,900 0 0
COCA COLA CO COM 191216100 839 21,700 SH   SOLE   21,700 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 142 2,800 SH   SOLE   2,800 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,249 64,200 SH   DFND 1 64,200 0 0
COLGATE PALMOLIVE CO COM 194162103 428 6,600 SH   SOLE   6,600 0 0
COMCAST CORP NEW CL A 20030N101 552 11,040 SH   SOLE   11,040 0 0
COMCAST CORP NEW CL A SPL 20030N200 317 6,500 SH   SOLE   6,500 0 0
CONAGRA FOODS INC COM 205887102 95 3,060 SH   SOLE   3,060 0 0
CONAGRA FOODS INC COM 205887102 1,707 55,000 SH   DFND 1 55,000 0 0
CONOCOPHILLIPS COM 20825C104 8,210 116,700 SH   SOLE   116,700 0 0
CONOCOPHILLIPS COM 20825C104 1,055 15,000 SH   DFND 1 15,000 0 0
CONSOL ENERGY INC COM 20854P109 68 1,700 SH   SOLE   1,700 0 0
CORNING INC COM 219350105 452 21,700 SH   SOLE   21,700 0 0
CORNING INC COM 219350105 1,374 66,000 SH   DFND 1 66,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 235 2,100 SH   SOLE   2,100 0 0
COVANCE INC COM 222816100 3,429 33,000 SH   DFND 1 33,000 0 0
COVIDIEN PLC SHS G2554F113 438 5,950 SH   SOLE   5,950 0 0
CSX CORP COM 126408103 174 6,020 SH   SOLE   6,020 0 0
CVS CAREMARK CORPORATION COM 126650100 583 7,782 SH   SOLE   7,782 0 0
CVS CAREMARK CORPORATION COM 126650100 2,021 27,000 SH   DFND 1 27,000 0 0
D R HORTON INC COM 23331A109 89 4,100 SH   SOLE   4,100 0 0
DANAHER CORP DEL COM 235851102 240 3,200 SH   SOLE   3,200 0 0
DEERE & CO COM 244199105 154 1,700 SH   SOLE   1,700 0 0
DEVON ENERGY CORP NEW COM 25179M103 167 2,500 SH   SOLE   2,500 0 0
DIRECTV COM 25490A309 332 4,341 SH   SOLE   4,341 0 0
DISCOVER FINL SVCS COM 254709108 431 7,400 SH   SOLE   7,400 0 0
DISCOVER FINL SVCS COM 254709108 2,735 47,000 SH   DFND 1 47,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 179 2,160 SH   SOLE   2,160 0 0
DISNEY WALT CO COM DISNEY 254687106 905 11,300 SH   SOLE   11,300 0 0
DOLLAR GEN CORP NEW COM 256677105 2,358 42,500 SH   DFND 1 42,500 0 0
DOMINION RES INC VA NEW COM 25746U109 332 4,670 SH   SOLE   4,670 0 0
DOMINION RES INC VA NEW COM 25746U109 1,917 27,000 SH   DFND 1 27,000 0 0
DOVER CORP COM 260003108 114 1,400 SH   SOLE   1,400 0 0
DOW CHEM CO COM 260543103 516 10,620 SH   SOLE   10,620 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 163 2,992 SH   SOLE   2,992 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 376 5,600 SH   SOLE   5,600 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 402 5,650 SH   SOLE   5,650 0 0
E M C CORP MASS COM 268648102 269 9,800 SH   SOLE   9,800 0 0
EBAY INC COM 278642103 354 6,400 SH   SOLE   6,400 0 0
ELECTRONIC ARTS INC COM 285512109 151 5,200 SH   SOLE   5,200 0 0
EMERSON ELEC CO COM 291011104 254 3,800 SH   SOLE   3,800 0 0
ENTERGY CORP NEW COM 29364G103 60 900 SH   SOLE   900 0 0
EOG RES INC COM 26875P101 412 2,100 SH   SOLE   2,100 0 0
EQUINIX INC COM NEW 29444U502 111 600 SH   SOLE   600 0 0
EXELON CORP COM 30161N101 60 1,800 SH   SOLE   1,800 0 0
EXPEDIA INC DEL COM NEW 30212P303 131 1,800 SH   SOLE   1,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 498 6,631 SH   SOLE   6,631 0 0
EXXON MOBIL CORP COM 30231G102 2,054 21,026 SH   SOLE   21,026 0 0
FACEBOOK INC CL A 30303M102 642 10,650 SH   SOLE   10,650 0 0
FEDEX CORP COM 31428X106 252 1,900 SH   SOLE   1,900 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 289 5,400 SH   SOLE   5,400 0 0
FIRSTENERGY CORP COM 337932107 51 1,500 SH   SOLE   1,500 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 76 8,200 SH   SOLE   8,200 0 0
FLUOR CORP NEW COM 343412102 225 2,900 SH   SOLE   2,900 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 320 20,500 SH   SOLE   20,500 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 167 5,038 SH   SOLE   5,038 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 105 18,464 SH   SOLE   18,464 0 0
GAP INC DEL COM 364760108 144 3,600 SH   SOLE   3,600 0 0
GENERAL DYNAMICS CORP COM 369550108 152 1,400 SH   SOLE   1,400 0 0
GENERAL ELECTRIC CO COM 369604103 1,452 56,100 SH   SOLE   56,100 0 0
GENERAL ELECTRIC CO COM 369604103 3,417 132,000 SH   DFND 1 132,000 0 0
GENERAL MLS INC COM 370334104 244 4,700 SH   SOLE   4,700 0 0
GILEAD SCIENCES INC COM 375558103 524 7,400 SH   SOLE   7,400 0 0
GILEAD SCIENCES INC COM 375558103 1,134 16,000 SH   DFND 1 16,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 377 2,300 SH   SOLE   2,300 0 0
GOOGLE INC CL A 38259P508 1,789 1,605 SH   SOLE   1,605 0 0
GOOGLE INC CL A 38259P508 5,405 4,850 SH   DFND 1 4,850 0 0
GRAINGER W W INC COM 384802104 177 700 SH   SOLE   700 0 0
HALLIBURTON CO COM 406216101 524 8,900 SH   SOLE   8,900 0 0
HARLEY DAVIDSON INC COM 412822108 200 3,000 SH   SOLE   3,000 0 0
HARMAN INTL INDS INC COM 413086109 1,170 11,000 SH   DFND 1 11,000 0 0
HCA HOLDINGS INC COM 40412C101 189 3,600 SH   SOLE   3,600 0 0
HESS CORP COM 42809H107 157 1,900 SH   SOLE   1,900 0 0
HEWLETT PACKARD CO COM 428236103 395 12,200 SH   SOLE   12,200 0 0
HOME DEPOT INC COM 437076102 736 9,300 SH   SOLE   9,300 0 0
HONEYWELL INTL INC COM 438516106 394 4,250 SH   SOLE   4,250 0 0
HOSPIRA INC COM 441060100 99 2,290 SH   SOLE   2,290 0 0
ILLINOIS TOOL WKS INC COM 452308109 244 3,000 SH   SOLE   3,000 0 0
INTEL CORP COM 458140100 540 20,920 SH   SOLE   20,920 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 941 4,890 SH   SOLE   4,890 0 0
INTL PAPER CO COM 460146103 128 2,800 SH   SOLE   2,800 0 0
INTUIT COM 461202103 163 2,100 SH   SOLE   2,100 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 88 200 SH   SOLE   200 0 0
INVESCO LTD SHS G491BT108 237 6,400 SH   SOLE   6,400 0 0
ISHARES MSCI AUST ETF 464286103 23,723 917,000 SH   SOLE   917,000 0 0
ISHARES MSCI TAIWAN ETF 464286731 11,195 778,500 SH   SOLE   778,500 0 0
ISHARES MSCI MALAYSI ETF 464286830 21,534 1,376,000 SH   SOLE   1,376,000 0 0
ISHARES U.S. REAL ES ETF 464287739 16,579 245,000 SH   SOLE   245,000 0 0
ISHARES U.S. PFD STK ETF 464288687 44,299 1,135,000 SH   SOLE   1,135,000 0 0
ISHARES MSCI PHILIPS ETF 46429B408 9,724 285,000 SH   SOLE   285,000 0 0
JOHNSON & JOHNSON COM 478160104 1,419 14,450 SH   SOLE   14,450 0 0
JOHNSON CTLS INC COM 478366107 312 6,600 SH   SOLE   6,600 0 0
JPMORGAN CHASE & CO COM 46625H100 3,113 51,271 SH   SOLE   51,271 0 0
JUNIPER NETWORKS INC COM 48203R104 139 5,400 SH   SOLE   5,400 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 102 1,000 SH   SOLE   1,000 0 0
KEYCORP NEW COM 493267108 130 9,100 SH   SOLE   9,100 0 0
KIMBERLY CLARK CORP COM 494368103 6,064 55,000 SH   SOLE   55,000 0 0
KLA-TENCOR CORP COM 482480100 194 2,800 SH   SOLE   2,800 0 0
KNOWLES CORP COM 49926D109 35 1,100 SH   SOLE   1,100 0 0
KOHLS CORP COM 500255104 152 2,680 SH   SOLE   2,680 0 0
KRAFT FOODS GROUP INC COM 50076Q106 5,481 97,693 SH   SOLE   97,693 0 0
LAS VEGAS SANDS CORP COM 517834107 2,068 25,600 SH   SOLE   25,600 0 0
LAS VEGAS SANDS CORP COM 517834107 1,818 22,500 SH   DFND 1 22,500 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 63 1,505 SH   SOLE   1,505 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 228 5,605 SH   SOLE   5,605 0 0
LILLY ELI & CO COM 532457108 338 5,740 SH   SOLE   5,740 0 0
LINEAR TECHNOLOGY CORP COM 535678106 102 2,100 SH   SOLE   2,100 0 0
LINKEDIN CORP COM CL A 53578A108 74 400 SH   SOLE   400 0 0
LOCKHEED MARTIN CORP COM 539830109 371 2,270 SH   SOLE   2,270 0 0
LOWES COS INC COM 548661107 347 7,100 SH   SOLE   7,100 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 1,192 21,000 SH   DFND 1 21,000 0 0
MARATHON OIL CORP COM 565849106 163 4,600 SH   SOLE   4,600 0 0
MARATHON PETE CORP COM 56585A102 318 3,650 SH   SOLE   3,650 0 0
MARRIOTT INTL INC NEW CL A 571903202 213 3,800 SH   SOLE   3,800 0 0
MARSH & MCLENNAN COS INC COM 571748102 248 5,040 SH   SOLE   5,040 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 101 6,400 SH   SOLE   6,400 0 0
MASCO CORP COM 574599106 120 5,400 SH   SOLE   5,400 0 0
MASTERCARD INC CL A 57636Q104 448 6,000 SH   SOLE   6,000 0 0
MCDONALDS CORP COM 580135101 5,647 57,600 SH   SOLE   57,600 0 0
MCGRAW HILL FINL INC COM 580645109 221 2,900 SH   SOLE   2,900 0 0
MCKESSON CORP COM 58155Q103 205 1,160 SH   SOLE   1,160 0 0
MEDTRONIC INC COM 585055106 314 5,100 SH   SOLE   5,100 0 0
MERCK & CO INC NEW COM 58933Y105 7,530 132,643 SH   SOLE   132,643 0 0
METLIFE INC COM 59156R108 319 6,050 SH   SOLE   6,050 0 0
MICROS SYS INC COM 594901100 423 8,000 SH   DFND 1 8,000 0 0
MICROSOFT CORP COM 594918104 1,433 34,970 SH   SOLE   34,970 0 0
MICROSOFT CORP COM 594918104 4,509 110,000 SH   DFND 1 110,000 0 0
MONDELEZ INTL INC CL A 609207105 486 14,081 SH   SOLE   14,081 0 0
MONSANTO CO NEW COM 61166W101 330 2,900 SH   SOLE   2,900 0 0
MORGAN STANLEY COM NEW 617446448 281 9,000 SH   SOLE   9,000 0 0
MOSAIC CO NEW COM 61945C103 50 1,000 SH   SOLE   1,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 227 3,528 SH   SOLE   3,528 0 0
NABORS INDUSTRIES LTD SHS G6359F103 71 2,900 SH   SOLE   2,900 0 0
NASDAQ OMX GROUP INC COM 631103108 103 2,800 SH   SOLE   2,800 0 0
NATIONAL OILWELL VARCO INC COM 637071101 273 3,500 SH   SOLE   3,500 0 0
NETAPP INC COM 64110D104 81 2,200 SH   SOLE   2,200 0 0
NETFLIX INC COM 64110L106 70 200 SH   SOLE   200 0 0
NEWELL RUBBERMAID INC COM 651229106 251 8,400 SH   SOLE   8,400 0 0
NEWMONT MINING CORP COM 651639106 155 6,600 SH   SOLE   6,600 0 0
NEXTERA ENERGY INC COM 65339F101 258 2,700 SH   SOLE   2,700 0 0
NEXTERA ENERGY INC COM 65339F101 1,243 13,000 SH   DFND 1 13,000 0 0
NIKE INC CL B 654106103 325 4,400 SH   SOLE   4,400 0 0
NOBLE CORP PLC SHS USD G65431101 69 2,100 SH   SOLE   2,100 0 0
NOBLE ENERGY INC COM 655044105 256 3,600 SH   SOLE   3,600 0 0
NORFOLK SOUTHERN CORP COM 655844108 214 2,200 SH   SOLE   2,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,410 24,800 SH   DFND 1 24,800 0 0
NORTHERN TR CORP COM 665859104 118 1,800 SH   SOLE   1,800 0 0
NORTHROP GRUMMAN CORP COM 666807102 358 2,900 SH   SOLE   2,900 0 0
NUCOR CORP COM 670346105 329 6,500 SH   SOLE   6,500 0 0
NVIDIA CORP COM 67066G104 72 4,000 SH   SOLE   4,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 178 1,200 SH   SOLE   1,200 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 372 3,900 SH   SOLE   3,900 0 0
OMNICOM GROUP INC COM 681919106 298 4,100 SH   SOLE   4,100 0 0
ORACLE CORP COM 68389X105 638 15,600 SH   SOLE   15,600 0 0
PACCAR INC COM 693718108 290 4,300 SH   SOLE   4,300 0 0
PAYCHEX INC COM 704326107 273 6,400 SH   SOLE   6,400 0 0
PEABODY ENERGY CORP COM 704549104 56 3,400 SH   SOLE   3,400 0 0
PENTAIR LTD SHS H6169Q108 145 1,831 SH   SOLE   1,831 0 0
PEPCO HOLDINGS INC COM 713291102 6,906 337,200 SH   SOLE   337,200 0 0
PEPSICO INC COM 713448108 551 6,600 SH   SOLE   6,600 0 0
PEPSICO INC COM 713448108 4,117 49,300 SH   DFND 1 49,300 0 0
PERRIGO CO PLC SHS G97822103 75 485 SH   SOLE   485 0 0
PFIZER INC COM 717081103 6,679 207,954 SH   SOLE   207,954 0 0
PG&E CORP COM 69331C108 138 3,200 SH   SOLE   3,200 0 0
PHILIP MORRIS INTL INC COM 718172109 5,313 64,900 SH   SOLE   64,900 0 0
PHILLIPS 66 COM 718546104 266 3,450 SH   SOLE   3,450 0 0
PNC FINL SVCS GROUP INC COM 693475105 182 2,090 SH   SOLE   2,090 0 0
PPL CORP COM 69351T106 7,423 224,000 SH   SOLE   224,000 0 0
PRAXAIR INC COM 74005P104 576 4,400 SH   SOLE   4,400 0 0
PRECISION CASTPARTS CORP COM 740189105 126 500 SH   SOLE   500 0 0
PRICE T ROWE GROUP INC COM 74144T108 272 3,300 SH   SOLE   3,300 0 0
PRICELINE COM INC COM NEW 741503403 298 250 SH   SOLE   250 0 0
PRICESMART INC COM 741511109 1,211 12,000 SH   DFND 1 12,000 0 0
PROCTER & GAMBLE CO COM 742718109 1,181 14,648 SH   SOLE   14,648 0 0
PROGRESSIVE CORP OHIO COM 743315103 259 10,700 SH   SOLE   10,700 0 0
PRUDENTIAL FINL INC COM 744320102 195 2,300 SH   SOLE   2,300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 65 1,700 SH   SOLE   1,700 0 0
QUALCOMM INC COM 747525103 754 9,560 SH   SOLE   9,560 0 0
RAYTHEON CO COM NEW 755111507 168 1,700 SH   SOLE   1,700 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 968 13,500 SH   DFND 1 13,500 0 0
REGENERON PHARMACEUTICALS COM 75886F107 180 600 SH   SOLE   600 0 0
REYNOLDS AMERICAN INC COM 761713106 7,372 138,000 SH   SOLE   138,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 162 1,300 SH   SOLE   1,300 0 0
SAFEWAY INC COM NEW 786514208 100 2,700 SH   SOLE   2,700 0 0
SCHLUMBERGER LTD COM 806857108 958 9,822 SH   SOLE   9,822 0 0
SCHLUMBERGER LTD COM 806857108 4,485 46,000 SH   DFND 1 46,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 294 10,750 SH   SOLE   10,750 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 56 1,000 SH   SOLE   1,000 0 0
SEARS HLDGS CORP COM 812350106 41 860 SH   SOLE   860 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 16,584 400,000 SH   SOLE   400,000 0 0
SEMPRA ENERGY COM 816851109 1,161 12,000 SH   DFND 1 12,000 0 0
SLM CORP COM 78442P106 105 4,300 SH   SOLE   4,300 0 0
SOLARCITY CORP COM 83416T100 163 2,600 SH   SOLE   2,600 0 0
SOUTHERN CO COM 842587107 176 4,000 SH   SOLE   4,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 184 4,000 SH   SOLE   4,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,370 51,500 SH   DFND 1 51,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 14,963 80,000 SH   SOLE   80,000 0 0
SPECTRA ENERGY CORP COM 847560109 194 5,250 SH   SOLE   5,250 0 0
ST JUDE MED INC COM 790849103 111 1,700 SH   SOLE   1,700 0 0
STANLEY BLACK & DECKER INC COM 854502101 154 1,900 SH   SOLE   1,900 0 0
STAPLES INC COM 855030102 98 8,650 SH   SOLE   8,650 0 0
STARBUCKS CORP COM 855244109 389 5,300 SH   SOLE   5,300 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 178 2,235 SH   SOLE   2,235 0 0
STATE STR CORP COM 857477103 257 3,700 SH   SOLE   3,700 0 0
STATE STR CORP COM 857477103 1,287 18,500 SH   DFND 1 18,500 0 0
STRYKER CORP COM 863667101 3,202 39,300 SH   DFND 1 39,300 0 0
SUNTRUST BKS INC COM 867914103 4,735 119,000 SH   DFND 1 119,000 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 1,415 46,000 SH   DFND 1 46,000 0 0
SYMANTEC CORP COM 871503108 166 8,300 SH   SOLE   8,300 0 0
SYSCO CORP COM 871829107 173 4,800 SH   SOLE   4,800 0 0
TARGET CORP COM 87612E106 254 4,200 SH   SOLE   4,200 0 0
TE CONNECTIVITY LTD REG SHS H84989104 424 7,050 SH   SOLE   7,050 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,329 63,000 SH   DFND 1 63,000 0 0
TEXAS INSTRS INC COM 882508104 290 6,160 SH   SOLE   6,160 0 0
THE ADT CORPORATION COM 00101J106 83 2,775 SH   SOLE   2,775 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 301 2,500 SH   SOLE   2,500 0 0
TIME WARNER CABLE INC COM 88732J207 172 1,252 SH   SOLE   1,252 0 0
TIME WARNER INC COM NEW 887317303 311 4,760 SH   SOLE   4,760 0 0
TJX COS INC NEW COM 872540109 297 4,900 SH   SOLE   4,900 0 0
T-MOBILE COM 872590104 859 26,000 SH   DFND 1 26,000 0 0
TOLL BROTHERS INC COM 889478103 158 4,400 SH   SOLE   4,400 0 0
TRAVELERS COMPANIES INC COM 89417E109 153 1,800 SH   SOLE   1,800 0 0
TRIPADVISOR INC COM 896945201 607 6,700 SH   DFND 1 6,700 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 391 12,550 SH   SOLE   12,550 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,625 116,500 SH   DFND 1 116,500 0 0
TYCO INTERNATIONAL LTD SHS H89128104 269 6,350 SH   SOLE   6,350 0 0
UNION PAC CORP COM 907818108 544 2,900 SH   SOLE   2,900 0 0
UNITED PARCEL SERVICE INC CL B 911312106 390 4,000 SH   SOLE   4,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 502 4,300 SH   SOLE   4,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,545 38,900 SH   DFND 1 38,900 0 0
UNITEDHEALTH GROUP INC COM 91324P102 385 4,700 SH   SOLE   4,700 0 0
US BANCORP DEL COM NEW 902973304 647 15,100 SH   SOLE   15,100 0 0
VALERO ENERGY CORP NEW COM 91913Y100 223 4,200 SH   SOLE   4,200 0 0
VANGUARD INDEX FDS REIT ETF 922908553 9,887 140,000 SH   SOLE   140,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,461 51,730 SH   SOLE   51,730 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 502 10,550 SH   DFND 1 10,550 0 0
VIACOM INC NEW CL B 92553P201 221 2,602 SH   SOLE   2,602 0 0
VISA INC COM CL A 92826C839 805 3,730 SH   SOLE   3,730 0 0
VMWARE INC CL A COM 928563402 2,052 19,000 SH   SOLE   19,000 0 0
VMWARE INC CL A COM 928563402 3,511 32,500 SH   DFND 1 32,500 0 0
WALGREEN CO COM 931422109 350 5,300 SH   SOLE   5,300 0 0
WAL-MART STORES INC COM 931142103 402 5,260 SH   SOLE   5,260 0 0
WASTE MGMT INC DEL COM 94106L109 252 6,000 SH   SOLE   6,000 0 0
WATERS CORP COM 941848103 3,046 28,100 SH   DFND 1 28,100 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 203 11,700 SH   SOLE   11,700 0 0
WELLPOINT INC COM 94973V107 189 1,900 SH   SOLE   1,900 0 0
WELLS FARGO & CO NEW COM 949746101 1,398 28,100 SH   SOLE   28,100 0 0
WESTERN UN CO COM 959802109 132 8,067 SH   SOLE   8,067 0 0
WHIRLPOOL CORP COM 963320106 149 1,000 SH   SOLE   1,000 0 0
WILLIAMS COS INC DEL COM 969457100 248 6,100 SH   SOLE   6,100 0 0
WISCONSIN ENERGY CORP COM 976657106 251 5,400 SH   SOLE   5,400 0 0
WRIGHT MED GROUP INC COM 98235T107 1,554 50,000 SH   DFND 1 50,000 0 0
XEROX CORP COM 984121103 70 6,200 SH   SOLE   6,200 0 0
XILINX INC COM 983919101 185 3,400 SH   SOLE   3,400 0 0
XYLEM INC COM 98419M100 55 1,500 SH   SOLE   1,500 0 0
YAHOO INC COM 984332106 262 7,300 SH   SOLE   7,300 0 0
YUM BRANDS INC COM 988498101 256 3,400 SH   SOLE   3,400 0 0
ZIMMER HLDGS INC COM 98956P102 255 2,700 SH   SOLE   2,700 0 0